+309.1%
CAT vs U
-31.3%
+340.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.5% |
| 7D | -10.3% | +36.6% | -46.9% | -12.5% |
| 30D | -31.2% | +13.3% | -44.5% | -32.0% |
| 3M | -34.7% | +26.2% | -60.8% | -36.0% |
| 6M | -39.5% | +88.7% | -128.2% | -42.7% |
| YTD | -1.7% | +16.6% | -18.2% | -4.4% |
| 1Y | -1.1% | +29.0% | -30.1% | -4.8% |
| 3Y | +143.9% | +99.5% | +44.4% | +120.5% |
| 5Y | +194.8% | -66.1% | +260.9% | +166.1% |
| All | +309.1% | -31.3% | +340.4% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling